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Investment Company Institute (ICI) uses the capital market line to make asset allocation recommendations. ICl derives the following forecasts: Expected return and standard deviation on the market portfolio will be 12% and 19.20%, respectively. The risk-free rate is expected to be 5%. Samuel Barish seeks ICl s advice for a portfolio asset allocation. Assume that he is risk averse with a risk aversion parameter 1.4769. Using the capital market line, what best portfolio can ICl provide subject to Barish's constraint? A. Borrow 28.57% of the portfolio at the risk-free asset and invest this extra cash in the market portfolio B. Invest in the market portfolio and the risk free asset with equal weights C. Invest 100% of the capital in the market portfolio D. Invest 100% of the capital in the risk free asset E. Short sell the market portfolio and invest the proceeds in the risk-free asset